A Monte Carlo simulation is used to compare forecasts from least absolute value and least squares estimated regression equations. When outliers are present, the least absolute value forecasts are shown to be superior to least squares forecasts. The results emphasize the importance of exercising caut
Wave number calculation from least-squares level values
β Scribed by Leon J. Radziemski Jr.; Kay J. Fisher; David W. Steinhaus; Aaron S. Goldman
- Publisher
- Elsevier Science
- Year
- 1972
- Tongue
- English
- Weight
- 169 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0010-4655
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